The colour scheme used by Utorrent (and presumably Bittorrent as well) was changed with version 3.0, and it looks like they haven't updated the manual to match. In the latest version of Utorrent, light grey means the block is available, dark grey means it's been requested from a peer, pale green means it's been downloaded. Orange seems to indicate the piece was cancelled - for example, if the peer you were downloading it from disconnected partway through, or the connection timed out, or whatever. The client just prioritises other pieces first, and attempts to redownload that one later. Purple seems to be equivalent to the green mentioned in the manual (requested from multiple peers).
There's also a dark green which I noticed once at the start of a torrent, but I'm not sure what it means.